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We address a problem of stochastic optimal control motivated by portfolio optimization in mathematical finance, the goal of which is to minimize the expected value of a general quadratic loss function of the wealth at close of trade when there is

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I will describe a recent approach to designing codes that correct for "editing" errors - i.e., where an adversary is allowed to delete some of the symbols in a string being transmitted and insert new symbols. The classical Hamming model of errors